DX concat files

DX Concat Files

This chapter briefly describes all useful concat files that may be used either in enquiries or subroutines.  The suffix subr means this concat can only be accessed via a subroutine e.g. there’s no PGM.FILE attached to.

List of DX Concat Files

Concat for DX CLOSEOUT: DX.CO.TRADE (subr) DX.CO.TRANSACTION(subr)

• DX.CUST.POS

Gives all DX.REP.POSITION keys for one CUSTOMER.

Example:

  DX.CUST.POS....... 310176-1
 1 POSITION.ID....... 310176-1*/502/USD/201012//*
 2 .................. 310176-1*/505/USD/201012//*

• DX.TRANS.KEYS

Transactions by Deal

Example:

   DX.TRANS.KEYS..... DXTRA0934405002
 1 TRANSACTION.ID.... DXTRA0934405002.510100-1.2
 2 .................. DXTRA0934405002.510100-1.3
 3 .................. DXTRA0934405002.542391-84.2
 4 .................. DXTRA0934405002.542391-84.3

• DX.TRANS.BALANCES

Live file holding details of trading balances for Derivatives Own-Book business. Keyed by DX.TRANSACTION id without version number, i.e. “DX.TRADE id.portfolio number”. Forms basis of Derivatives interface to CRF – holds consol key representing the General Ledger ‘bucket’ which this transaction fits into.DX.TRANS.BALANCES Example:

 TEST          Derivatives Balances SEE

    DX.TRANS.BALANCES. DXTRA0934405002.542391-84.EUR

  1 TRANSACTION.ID.... DXTRA0934405002.542391-84.1
  2 CUSTOMER.......... 542391              FR*CLIENT 542391
  3 SEC.ACCOUNT....... 542391-84           FR*SAM NAME 542391-84
  4 CONTRACT.......... 20000               EUR USD OTC Option
  5 MATURITY.DATE..... 20100521
  6 CRB.MATURITY...... 21 MAY 2010
  7. 1 TRANS.EVENT.... CI                  TRADE.ENTRY*
  8. 1 EVENT.DATE..... 10 DEC 2009
  9. 1 EVENT.POST..... 10000000.00
 10. 1 EVENT.CRFTYP... DXOPTSELLCR
 11. 1 EVENT.UNQ.KEY.. DXTRA0934405002/CI/DXOPTSELLCR/20091210/0
 26 CURRENCY.......... EUR
 27 PRODUCT.CAT....... 24103               OPT OTC BUY PUT
 36 CONSOL.KEY........ DX.1.TR.EUR.24007.3200.CH.CH..84.20000...140..103

• DX.REP.POS.HIST

Purpose : For ease of reporting. DX.REP.POSITION will store the position split by future and option contract type. All reporting positons keyed by customer/portfolio, contract, maturity, strike, call/put. This file acts as a direct history for DX.REP.POSITION. It shares the same file layouts. Example: Historical position for customer nb 510100, contract 111 and maturity 201003 contains 3 dated lines:

 1  510100-1*/111/EUR/201003//**20091211                 
 2  510100-1*/111/EUR/201003//**20091214                 
 3  510100-1*/111/EUR/201003//**20091215

• DX.ORD.VERSION.NO

Purpose: This concat contains only open orders. Useful as all orders even those executed remain in live file and once executed only latest versions (-1, or -2 etc…) contain execution informations to isolate them. Field LATEST.ID (R.DX.ORD.VERSION.NO<DX.OVNO.LATEST.ID>) contains latest DX.ORDER version number.

Example: For the following open order DXORD1106700006, you will get one record containing:

    DX.ORD.VERSION.NO. DXORD1106700006

  1 LATEST.ID......... DXORD1106700006-0   DXORD1106700006-0

• DX.ITEM.STATUS

This file stores all event attached to an order or an execution. By event, I mean all kind of types you will find in DX.ITEM.STATUS.TYPE e.g.:

AMD  Amendment
ASN  Assigned
AUR  Authorised Reversal
AUT  Authorised
CLO  Closed
EXE  Exercised
EXP  Expired
FIX  Fixed
FLL  Filled
MAT  Maturity
NEW  New
PFL  Partially Filled
REV  Reverse
SET  Settlement
STC  STP Closeout
STO  STP Opened

For one reference of  DX.ORDER or DX.TRADE, you will have all related events stored as multivalues. Example for an executed DX.ORDER :     KEY…………… DXORD1106700005

  1 CURR.STATUS....... FLL                 Filled
  2 CURR.DATE......... 08 MAR 2011
  3 CURR.TIME......... 10:57:49
  4 CURR.USER......... MNN                 USER MNN
  5 CURR.APPLICATION.. DX.ORDER            Order Processing
 11. 1 STATUS......... NEW                 New
 12. 1 DATE........... 08 MAR 2011
 13. 1 TIME........... 09:52:23
 14. 1 USER........... MWA                 USER MWA
 15. 1 APPLICATION.... DX.ORDER            Order Processing
 11. 2 STATUS......... AUT                 Authorised
 12. 2 DATE........... 08 MAR 2011
 13. 2 TIME........... 09:52:23
 14. 2 USER........... MWA                 USER MWA
 15. 2 APPLICATION.... DX.ORDER            Order Processing

• DX.RV.LAST.CUST.UPDATE

Gives all DXEOE keys for a customer code (broker deal side) or a portfolio (client deal side). For client deal side, key will be the portfolio number (SEC.ACC.MASTER key) followed by the exchange code and separated by a star (*). For broker deal side, key will be the customer number followed by the exchange code and separated by a star (*). With no suffix, you will get latest reval key. With a past date as a suffix (*YYYYMMDD) you will find historical keys. The record contains the reval key dot customer or sam code dot exchange. Example for a broker = 594628 and exchange place = 1 (OTC): Concat file key will be 594628*1 record will be DXEOE11335C594628E1.594628.1

For a client = 545851-3, exchange place = 167 and historical date = 20110308: Concat file key will be 545851-3*167*20110308 record will be DXEOE11067C545851E167.545851-3.1

• DX.MNEMONIC.CONTRACT

Contains equivalences between a DX.CONTRACT.MASTER ID and its mnemonic.